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  • 2020-2024  (13)
  • 2023  (11)
  • 2021  (2)
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  • 2020-2024  (13)
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  • 1
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    Complexity of near-optimal robust versions of multilevel optimization problems (2021)
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    Publication Date: 2024-01-12
    Description: Near-optimality robustness extends multilevel optimization with a limited deviation of a lower level from its optimal solution, anticipated by higher levels. We analyze the complexity of near-optimal robust multilevel problems, where near-optimal robustness is modelled through additional adversarial decision-makers. Near-optimal robust versions of multilevel problems are shown to remain in the same complexity class as the problem without near-optimality robustness under general conditions.
    Language: English
    Type: article , doc-type:article
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    OPUS
  • 2
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    How Many Clues To Give? A Bilevel Formulation For The Minimum Sudoku Clue Problem (2023)
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    Publication Date: 2024-01-12
    Description: It has been shown that any 9 by 9 Sudoku puzzle must contain at least 17 clues to have a unique solution. This paper investigates the more specific question: given a particular completed Sudoku grid, what is the minimum number of clues in any puzzle whose unique solution is the given grid? We call this problem the Minimum Sudoku Clue Problem (MSCP). We formulate MSCP as a binary bilevel linear program, present a class of globally valid inequalities, and provide a computational study on 50 MSCP instances of 9 by 9 Sudoku grids. Using a general bilevel solver, we solve 95\% of instances to optimality, and show that the solution process benefits from the addition of a moderate amount of inequalities. Finally, we extend the proposed model to other combinatorial problems in which uniqueness of the solution is of interest.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
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    OPUS
  • 3
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    A Context-Aware Cutting Plane Selection Algorithm for Mixed-Integer Programming (2023)
    Details
    Publication Date: 2024-01-12
    Description: The current cut selection algorithm used in mixed-integer programming solvers has remained largely unchanged since its creation. In this paper, we propose a set of new cut scoring measures, cut filtering techniques, and stopping criteria, extending the current state-of-the-art algorithm and obtaining a 5\% performance improvement for SCIP over the MIPLIB 2017 benchmark set.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
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    OPUS
  • 4
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    Branching via Cutting Plane Selection: Improving Hybrid Branching (2023)
    Details
    Publication Date: 2024-01-12
    Description: Cutting planes and branching are two of the most important algorithms for solving mixed-integer linear programs. For both algorithms, disjunctions play an important role, being used both as branching candidates and as the foundation for some cutting planes. We relate branching decisions and cutting planes to each other through the underlying disjunctions that they are based on, with a focus on Gomory mixed-integer cuts and their corresponding split disjunctions. We show that selecting branching decisions based on quality measures of Gomory mixed-integer cuts leads to relatively small branch-and-bound trees, and that the result improves when using cuts that more accurately represent the branching decisions. Finally, we show how the history of previously computed Gomory mixed-integer cuts can be used to improve the performance of the state-of-the-art hybrid branching rule of SCIP. Our results show a 4% decrease in solve time, and an 8% decrease in number of nodes over affected instances of MIPLIB 2017.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
    Library Location Call Number Volume/Issue/Year Availability
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    OPUS
  • 5
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    The SCIP Optimization Suite 8.0 (2021)
    Details
    Publication Date: 2024-01-12
    Description: The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 8.0 of the SCIP Optimization Suite. Major updates in SCIP include improvements in symmetry handling and decomposition algorithms, new cutting planes, a new plugin type for cut selection, and a complete rework of the way nonlinear constraints are handled. Additionally, SCIP 8.0 now supports interfaces for Julia as well as Matlab. Further, UG now includes a unified framework to parallelize all solvers, a utility to analyze computational experiments has been added to GCG, dual solutions can be postsolved by PaPILO, new heuristics and presolving methods were added to SCIP-SDP, and additional problem classes and major performance improvements are available in SCIP-Jack.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
    Library Location Call Number Volume/Issue/Year Availability
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    OPUS
  • 6
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    Branching via Cutting Plane Selection: Improving Hybrid Branching (2023)
    Details
    Publication Date: 2024-01-24
    Description: Cutting planes and branching are two of the most important algorithms for solving mixed-integer linear programs. For both algorithms, disjunctions play an important role, being used both as branching candidates and as the foundation for some cutting planes. We relate branching decisions and cutting planes to each other through the underlying disjunctions that they are based on, with a focus on Gomory mixed-integer cuts and their corresponding split disjunctions. We show that selecting branching decisions based on quality measures of Gomory mixed-integer cuts leads to relatively small branch-and-bound trees, and that the result improves when using cuts that more accurately represent the branching decisions. Finally, we show how the history of previously computed Gomory mixed-integer cuts can be used to improve the performance of the state-of-the-art hybrid branching rule of SCIP. Our results show a $4\%$ decrease in solve time, and an $8\%$ decrease in number of nodes over affected instances of MIPLIB 2017.
    Language: English
    Type: article , doc-type:article
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    OPUS
  • 7
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    A Context-Aware Cutting Plane Selection Algorithm for Mixed-Integer Programming (2023)
    Details
    Publication Date: 2024-01-24
    Description: The current cut selection algorithm used in mixed-integer programming solvers has remained largely unchanged since its creation. In this paper, we propose a set of new cut scoring measures, cut filtering techniques, and stopping criteria, extending the current state-of-the-art algorithm and obtaining a 5\% performance improvement for SCIP over the MIPLIB 2017 benchmark set.
    Language: English
    Type: conferenceobject , doc-type:conferenceObject
    Library Location Call Number Volume/Issue/Year Availability
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    OPUS
  • 8
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    Improved Local Models and New Bell Inequalities Via Frank-Wolfe Algorithms (2023)
    Details
    Publication Date: 2024-01-24
    Description: In Bell scenarios with two outcomes per party, we algorithmically consider the two sides of the membership problem for the local polytope: Constructing local models and deriving separating hyperplanes, that is, Bell inequalities. We take advantage of the recent developments in so-called Frank-Wolfe algorithms to significantly increase the convergence rate of existing methods. First, we study the threshold value for the nonlocality of two-qubit Werner states under projective measurements. Here, we improve on both the upper and lower bounds present in the literature. Importantly, our bounds are entirely analytical; moreover, they yield refined bounds on the value of the Grothendieck constant of order three: 1.4367⩽KG(3)⩽1.4546. Second, we demonstrate the efficiency of our approach in multipartite Bell scenarios, and present local models for all projective measurements with visibilities noticeably higher than the entanglement threshold. We make our entire code accessible as a julia library called BellPolytopes.jl.
    Language: English
    Type: article , doc-type:article
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    OPUS
  • 9
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    Scylla: a matrix-free fix-propagate-and-project heuristic for mixed-integer optimization (2023)
    Details
    Publication Date: 2024-02-01
    Language: English
    Type: conferenceobject , doc-type:conferenceObject
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    OPUS
  • 10
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    Flexible Differentiable Optimization via Model Transformations (2023)
    Details
    Publication Date: 2024-01-31
    Description: We introduce DiffOpt.jl, a Julia library to differentiate through the solution of optimization problems with respect to arbitrary parameters present in the objective and/or constraints. The library builds upon MathOptInterface, thus leveraging the rich ecosystem of solvers and composing well with modeling languages like JuMP. DiffOpt offers both forward and reverse differentiation modes, enabling multiple use cases from hyperparameter optimization to backpropagation and sensitivity analysis, bridging constrained optimization with end-to-end differentiable programming. DiffOpt is built on two known rules for differentiating quadratic programming and conic programming standard forms. However, thanks to its ability to differentiate through model transformations, the user is not limited to these forms and can differentiate with respect to the parameters of any model that can be reformulated into these standard forms. This notably includes programs mixing affine conic constraints and convex quadratic constraints or objective function.
    Language: English
    Type: article , doc-type:article
    Library Location Call Number Volume/Issue/Year Availability
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    OPUS
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